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Finite Difference Schemes and Partial Differential Equations

Finite Difference Schemes and Partial Differential Equations

2nd Edition

£92.00

  • Date Published: September 2007
  • availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
  • format: Paperback
  • isbn: 9780898716399

£ 92.00
Paperback

This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
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About the Authors
  • This book provides a unified and accessible introduction to the basic theory of finite difference schemes applied to the numerical solution of partial differential equations. Originally published in 1989, its objective remains to clearly present the basic methods necessary to perform finite difference schemes and to understand the theory underlying these schemes. This is one of the few texts in the field to not only present the theory of stability in a rigorous and clear manner but also to discuss the theory of initial-boundary value problems in relation to finite difference schemes. In this updated edition the notion of a stability domain is now included in the definition of stability and is more prevalent throughout the book. The author has also added many new figures and tables to clarify important concepts and illustrate the properties of finite difference schemes.

    • Provides an introduction that will enable students to progress to more advanced texts and to knowledgeably implement the basic methods
    • Researchers in numerical analysis also will find it a useful reference for studying stability theory for finite difference schemes applied to linear partial differential equations
    • The author has added many new figures and tables to clarify important concepts and illustrate the properties of finite difference schemes
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    Product details

    • Edition: 2nd Edition
    • Date Published: September 2007
    • format: Paperback
    • isbn: 9780898716399
    • length: 184 pages
    • dimensions: 255 x 180 x 24 mm
    • weight: 0.75kg
    • availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
  • Table of Contents

    Preface to the second edition
    Preface to the first edition
    1. Hyperbolic partial differential equations
    2. Analysis of finite difference Schemes
    3. Order of accuracy of finite difference schemes
    4. Stability for multistep schemes
    5. Dissipation and dispersion
    6. Parabolic partial differential equations
    7. Systems of partial differential equations in higher dimensions
    8. Second-order equations
    9. Analysis of well-posed and stable problems
    10. Convergence estimates for initial value problems
    11. Well-posed and stable initial-boundary value problems
    12. Elliptic partial differential equations and difference schemes
    13. Linear iterative methods
    14. The method of steepest descent and the conjugate gradient method
    Appendix A. Matrix and vectoranalysis
    Appendix B. A survey of real analysis
    Appendix C. A Survey of results from complex analysis
    References
    Index.

  • Author

    John Strikwerda, University of Wisconsin, Madison
    John Strikwerda is Professor in the Department of Computer Sciences at the University of Wisconsin, Madison.

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